Anic Equity¶

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Total return since start: 0.585 %¶

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Equity now: -----------------------------> 48419.1 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46218.31 Kr¶

PnL: ---------------------------------------> -2003.94 Kr¶

DD now: ---------------------------------> -7.016 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 15:32:41.624601'

Anic Portfolio¶

This Week¶

Return: -0.125 %¶

Total¶

Return: 58.484 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.420000 826.650000 128.650000 18.430000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -1.410000 2751.160000 29.160000 1.070000 2721.999993
Stillfront Group 38 -1.990000 711.360000 25.360000 3.700000 686.000016
MEKO 13 -1.710000 1567.800000 13.800000 0.890000 1554.000006
Tietoevry 2 -2.120000 647.600000 9.600000 1.500000 638.000000
Vitec Software Group B 1 -1.810000 494.400000 9.400000 1.940000 485.000000
Mycronic 3 -2.340000 652.200000 0.200000 0.030000 651.999999
G5 Entertainment 3 -0.520000 571.800000 -0.200000 -0.030000 572.000001
SKF A 3 -4.250000 587.400000 -5.600000 -0.940000 593.000001
SKF B 3 -4.540000 586.800000 -9.200000 -1.540000 596.000001
Embracer Group B 14 -4.400000 679.070000 -9.930000 -1.440000 689.000004
ASSA ABLOY B 2 -1.610000 502.400000 -11.600000 -2.260000 514.000000
ACQ Bure SPAC 36 0.000000 3477.600000 -12.400000 -0.360000 3489.999984
Addnode Group B 6 -2.860000 693.600000 -15.400000 -2.170000 709.000002
Avanza Bank Holding 2 -3.790000 492.800000 -18.200000 -3.560000 511.000000
Husqvarna A 7 -3.650000 609.700000 -23.300000 -3.680000 632.999997
Husqvarna B 7 -3.760000 609.420000 -30.580000 -4.780000 639.999997
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Loomis 6 -2.730000 2011.200000 -31.800000 -1.560000 2043.000000
Rejlers B 6 -2.400000 928.800000 -33.200000 -3.450000 961.999998
ITAB Shop Concept 56 -5.340000 655.200000 -35.800000 -5.180000 691.000016
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Lagercrantz Group B 5 -1.730000 569.000000 -38.000000 -6.260000 607.000000
Swedbank A 3 -3.490000 576.300000 -41.700000 -6.750000 618.000000
Collector Bank 29 -6.500000 1188.710000 -45.290000 -3.670000 1233.999996
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Fastighetsbolaget Emilshus B 23 19.180000 643.890000 -51.110000 -7.350000 694.999993
Mips 1 -2.380000 472.100000 -56.900000 -10.760000 529.000000
Dustin Group 18 -4.670000 610.560000 -59.440000 -8.870000 669.999996
Nordea Bank Abp 30 -4.140000 3696.000000 -67.000000 -1.780000 3762.999990
AFRY 3 -3.760000 514.200000 -80.800000 -13.580000 594.999999
Viaplay Group B 4 -5.820000 944.400000 -92.600000 -8.930000 1037.000000
Beijer Alma B 9 -2.170000 1822.500000 -131.500000 -6.730000 1953.999999
RVRC Holding 17 -3.410000 548.760000 -134.240000 -19.650000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.320000 3542.400000 -595.600000 -14.390000 4138.000000
TOTAL 46209.920000 -2012.330000 -7.03242% 48222.250041

Updated:¶

'2023-03-13 15:31:49.690800'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶